相关论文: A Noether Theorem on Unimprovable Conservation Law…
We present a method for computing A-optimal sensor placements for infinite-dimensional Bayesian linear inverse problems governed by PDEs with irreducible model uncertainties. Here, irreducible uncertainties refers to uncertainties in the…
We introduce a new optimal control problem where the controlled dynamical system depends on multi-order (incommensurate) fractional differential equations. The cost functional to be maximized is of Bolza type and depends on incommensurate…
In optimal control theory, infimum gap means that there is a gap between the infimum values of a given minimum problem and an extended problem, obtained by enlarging the set of original solutions and controls. The gap phenomenon is somewhat…
Non-convex optimal control problems occurring in, e.g., water or power systems, typically involve a large number of variables related through nonlinear equality constraints. The ideal goal is to find a globally optimal solution, and…
We calculate arbitrarily tight upper and lower bounds on an unconstrained control, linear-quadratic, singularly perturbed optimal control problem whose exact solution is computationally intractable. It is well known that for the…
In this paper, we consider the inverse optimal control problem for the discrete-time linear quadratic regulator, over finite-time horizons. Given observations of the optimal trajectories, and optimal control inputs, to a linear…
In this paper, we study optimal control problems on the internal energy for a system governed by a class of elliptic boundary hemivariational inequalities with a parameter. The system has been originated by a steady-state heat conduction…
We study an optimal control problem on infinite time horizon with semimartingale strategies, random coefficients and regime switching. The value function and the optimal strategy can be characterized in terms of three systems of backward…
We review the Lagrangian formulation of Noether symmetries (as well as "generalized Noether symmetries") in the framework of Calculus of Variations in Jet Bundles, with a special attention to so-called "Natural Theories" and "Gauge-Natural…
In this short communication, we first recall a version of the Pontryagin maximum principle for general finite-dimensional nonlinear optimal sampled-data control problems. This result was recently obtained in [L. Bourdin and E. Tr{\'e}lat ,…
We propose a general framework for studying optimal impulse control problem in the presence of uncertainty on the parameters. Given a prior on the distribution of the unknown parameters, we explain how it should evolve according to the…
We deal with the convergence of the value function of an approximate control problem with uncertain dynamics to the value function of a nonlinear optimal control problem. The assumptions on the dynamics and the costs are rather general and…
An effective form of the Variation Evolving Method (VEM), which originates from the continuous-time dynamics stability theory, is developed for the classic time-optimal control problem with control constraint. Within the mathematic…
A dual control problem is presented for the optimal stochastic control of a system governed by partial differential equations. Relationships between the optimal values of the original and the dual problems are investigated and two duality…
In this paper we consider optimal control problems where the control variable is a potential and the state equation is an elliptic partial differential equation of a Schr\"odinger type, governed by the Laplace operator. The cost functional…
We consider an optimal stochastic impulse control problem over an infinite time horizon motivated by a model of irreversible investment choices with fixed adjustment costs. By employing techniques of viscosity solutions and relying on…
This paper deals with the optimal control of systems governed by nonlinear systems of conservation laws at junctions. The applications considered range from gas compressors in pipelines to open channels management. The existence of an…
In this paper we study a distributed optimal control problem for a three-dimensional Navier-Stokes-$\alpha$ model. We prove the solvability of the optimal control problem, and derive first-order optimality conditions by using a Lagrange…
In this paper, we study the optimal control problem with terminal and inequality state constraints for state equations described by Volterra integral equations having singular and nonsingular kernels. The singular kernel introduces abnormal…
This paper is dedicated to the elementary proof of Pontryagin's maximum principle for problems with free right end point. The proof for the standard problem is taken from the monography of Ioffe and Tichomirov. We assume piecewise…